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Jensen's inequality

✍ Scribed by F. V. Guseinov


Publisher
SP MAIK Nauka/Interperiodica
Year
1987
Tongue
English
Weight
404 KB
Volume
41
Category
Article
ISSN
0001-4346

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📜 SIMILAR VOLUMES


On Jensen-McShane’s inequality
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Using some results of Maligranda, we obtain a generalization of the well known Jensen's inequality which is also a common generalization of inequalities of Holder änd Minkowski.

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This paper contains a link between Probability Proportional to Size (PPS) sampling and interpolations of the classical Jensen inequality. We show that these interpolating inequalities are, in fact, special cases of the conditional Jensen inequality when applied over an appropriate probability space.